Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0920.90135
Tseng, Paul
Merit functions for semi-definite complementarity problems. (English)
[J] Math. Program. 83, No.2 (A), 159-185 (1998). ISSN 0025-5610; ISSN 1436-4646/e

Summary: Merit functions such as the gap function, the regularized gap function, the implicit Lagrangian, and the norm squared of the Fischer-Burmeister function have played an important role in the solution of complementarity problems defined over the cone of nonnegative real vectors. We study the extension of these merit functions to complementarity problems defined over the cone of block-diagonal symmetric positive semi-definite real matrices. The extension suggests new solution methods for the latter problems.

MSC 2000:: *90C33 Complementarity problems

Keywords: semi-definite complementarity problems; implicit Lagrangian; gap function; Fischer-Burmeister function; merit functions; cone of block-diagonal symmetric positive semi-definite real matrices

Cited in: Zbl 1162.90572

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]